I actually did not remember this song. But man, if it ain't catchy!
J Friends - Muppet Wiki - Wikia:
"J Friends" is a Sesame Street song sung by the Anything Muppets, who list their friends whose names begin with the letter J. The names include Joe, Jane, Jim and Joan.
Note: Following his verse, the Fat Blue singer's right eye comes loose, forcing him to leave the frame for a bit to have it re-attached.
Plus, were you aware of the group of Muppets called "The Anything Muppets"?